The first thing that you will want to do before getting busy with Rooting and Roming your new Galaxy S4 is to download the Odin stock.img. It will serve as a safety net, a way to easily return to stock settings incase you need to return your device for warranty purpose. It is also nice to have a stock.img handy incase you accidentally slip up during a rom flash. It may take a while to download the file as it is over 1gb in size, but it will be well worth having this file around. Once the file is installed you will need to load it in Odin under pda and simply click start. The process generally takes about 15 minutes which can feel like an eternity if you are encountering a soft brick. Head to the source link below to grab this file.
Via xda
Via xda